Last Update: 6 Apr 2020 0:15 GMT+0

The Egypt 10Y Government Bond has a 15.371% yield.

10 Years vs 2 Years bond spread is 75.5 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 9.25% (last modification in March 2020).

The Egypt credit rating is B, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 550.46 and implied probability of default is 9.17%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 92.1 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 52.1 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 75.5 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
B
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-
Egypt Credit Ratings History
Interest Rates
Central Bank Rate 9.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 550.46 -8.61 % +61.90 % +69.90 % 9.17 %

Egypt Government Bonds

List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 13.959% -99.4 bp -197.3 bp
6 months 14.197% -2.9 bp -177.3 bp
9 months 13.745% -52.9 bp -192.1 bp
1 year 13.695% -79.2 bp -192.3 bp 87.95 +0.69 % +1.69 %
2 years 14.616% -10.5 bp -61.3 bp 76.12 +0.18 % +1.08 %
3 years 14.929% +26.1 bp +7.5 bp 65.87 -0.68 % -0.20 %
5 years 15.137% +53.7 bp +62.1 bp 49.42 -2.31 % -2.68 %
7 years 15.243% +72.0 bp +87.4 bp 37.04 -4.29 % -5.20 %
10 years 15.371% +92.5 bp +113.1 bp 23.93 -7.75 % -9.39 %

10Y Bond Yield Spread - Egypt vs Main Countries

The Egypt 10Y Government Bond has a 15.371% yield. Click on Spread value for the historical serie.

A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.

Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.

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Egypt 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 1580.6 bp +64.6 +98.1
Japan 10Y 1537.5 bp +79.8 +93.5
France 10Y 1529.6 bp +51.1 +77.5
United Kingdom 10Y 1505.5 bp +83.6 +126.5
United States 10Y 1475.1 bp +107.8 +204.0
Canada 10Y 1465.9 bp +93.6 +165.3
Spain 10Y 1463.1 bp +41.1 +53.5
Australia 10Y 1461.4 bp +84.8 +127.6
Italy 10Y 1382.5 bp +45.0 +42.3
China 10Y 1276.1 bp +100.5 +167.6
India 10Y 906.5 bp +80.4 +150.5
Russia 10Y 855.6 bp +54.5 +125.6
Brazil 10Y 720.5 bp -51.5 -6.5

Egypt Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 15.371% 23.93 28.88 38.78 48.68 58.58 68.47
7 years 15.243% 37.04 41.17 49.43 57.69 65.95 74.21
5 years 15.137% 49.42 52.76 59.45 66.13 72.81 79.49
3 years 14.929% 65.87 68.16 72.73 77.30 81.87 86.45
2 years 14.616% 76.12 77.76 81.02 84.29 87.56 90.83
1 year 13.695% 87.95 88.83 90.59 92.35 94.11 95.87
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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